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~person:"Nguyen, Duc Khuong"
~subject:"Multivariate Verteilung"
~subject:"VAR model"
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Search: subject_exact:"Erdölpreis"
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Multivariate Verteilung
VAR model
Oil price
25
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25
Volatility
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ARCH model
9
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Nguyen, Duc Khuong
Kilian, Lutz
35
Ratti, Ronald A.
21
Gupta, Rangan
19
Kang, Wensheng
19
Baumeister, Christiane
15
Manera, Matteo
14
Bjørnland, Hilde Christiane
13
Serletis, Apostolos
13
Hammoudeh, Shawkat
12
Mohaddes, Kamiar
12
Ji, Qiang
10
Bao Hoang Nguyen
9
Cross, Jamie
9
Farzanegan, Mohammad Reza
9
Raissi, Mehdi
9
Sheng, Xin
9
Venditti, Fabrizio
9
Vigfusson, Robert J.
9
Zhou, Xiaoqing
9
Mignon, Valérie
8
Shahzad, Syed Jawad Hussain
8
Trung Duc Tran
8
Aloui, Riadh
7
Anzuini, Alessio
7
Filis, George
7
Hamilton, James D.
7
Lombardi, Marco
7
Pagano, Patrizio
7
Valenti, Daniele
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Wang, Yudong
7
Wu, Chongfeng
7
Yoon, Kyung Hwan
7
Bastianin, Andrea
6
Marcellino, Massimiliano
6
Mensi, Walid
6
Perez de Gracia, Fernando
6
Reboredo, Juan Carlos
6
Thai-Ha Le
6
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Energy economics
3
Economic modelling
1
International review of financial analysis
1
Journal of international money and finance
1
Journal of the Operational Research Society : OR
1
Working paper series / Ipag Business School : working paper
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1
Dynamic volatility spillover effects between oil and agricultural products
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Nguyen, …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012316894
Saved in:
2
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
3
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory : evidence from crude oil prices and US exchange rates
Jammazi, Rania
;
Nguyen, Duc Khuong
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
11
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011815894
Saved in:
4
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
5
What explain the short-term dynamics of the prices of CO 2 emissions?
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
;
Sousa, Ricardo M.
- In:
Energy economics
46
(
2014
),
pp. 122-135
Persistent link: https://www.econbiz.de/10011298607
Saved in:
6
A time-varying copula approach to oil and stock market dependence : the case of transition economies
Aloui, Riadh
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
39
(
2013
),
pp. 208-221
Persistent link: https://www.econbiz.de/10010234959
Saved in:
7
Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Aloui, Riadh
;
Safouane, Mohamed
;
Aïssa, Ben
;
Nguyen, …
- In:
Journal of international money and finance
32
(
2013
),
pp. 719-738
Persistent link: https://www.econbiz.de/10009733478
Saved in:
8
Return and volatility transmission between world oil prices and stock markets of the GCC countries
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1815-1825
Persistent link: https://www.econbiz.de/10009272445
Saved in:
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